Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 106'000 | 106'000 | 104'193 | 104'193 | 127'910 CHF | 128'953 CHF | 100.00% | 100.00% |
15.05.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 98'000 | 98'000 | 97'606 | 97'606 | 125'506 CHF | 126'484 CHF | 100.00% | 100.00% |
14.05.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 98'000 | 98'000 | 97'569 | 97'569 | 129'098 CHF | 130'074 CHF | 99.99% | 99.99% |
13.05.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 98'000 | 98'000 | 99'571 | 99'571 | 123'278 CHF | 124'273 CHF | 100.00% | 100.00% |
10.05.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 100'000 | 100'000 | 100'357 | 100'357 | 118'973 CHF | 119'977 CHF | 100.00% | 100.00% |
08.05.2024 | 0.87% | 1.17 CHF | 1.18 CHF | 102'000 | 102'000 | 101'546 | 101'546 | 116'398 CHF | 117'413 CHF | 98.83% | 98.83% |
07.05.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 98'000 | 98'000 | 99'088 | 99'088 | 126'115 CHF | 127'107 CHF | 97.91% | 97.91% |
06.05.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 100'000 | 100'000 | 99'106 | 99'106 | 126'720 CHF | 127'711 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 100'000 | 100'000 | 99'588 | 99'588 | 123'328 CHF | 124'324 CHF | 100.00% | 100.00% |
02.05.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 100'000 | 100'000 | 99'588 | 99'588 | 122'730 CHF | 123'726 CHF | 100.00% | 100.00% |